I tried a few of the answers on this page, but a lot of them didn't work for me. Maybe because I'm using Vim on Windows 7 (don't mock, just have pity on me :p)?
Here's the easiest one that I found that works on Vim in Windows 7:
:v/\S/d
Here's a longer answer on the Vim Wikia: http://vim.wikia.com/wiki/Remove_unwanted_empty_lines